TY - GEN A1 - Borndörfer, Ralf A1 - Grötschel, Martin A1 - Löbel, Andreas T1 - Der Schnellste Weg zum Ziel N2 - Wir geben eine Einführung in die Mathematik von und mit Wegen. Nicht auf dem kürzesten, aber auf einem hoffentlich kurzweiligen Weg! T3 - ZIB-Report - SC-99-32 KW - Kürzeste Wege KW - Kombinatorische Optimierung KW - Operations Research Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-4209 ER - TY - THES A1 - Martin, Alexander T1 - Integer Programs with Block Structure N2 - In this thesis we study and solve integer programs with block structure, i.\,e., problems that after the removal of certain rows (or columns) of the constraint matrix decompose into independent subproblems. The matrices associated with each subproblem are called blocks and the rows (columns) to be removed linking constraints (columns). Integer programs with block structure come up in a natural way in many real-world applications. The methods that are widely used to tackle integer programs with block structure are decomposition methods. The idea is to decouple the linking constraints (variables) from the problem and treat them at a superordinate level, often called master problem. The resulting residual subordinate problem then decomposes into independent subproblems that often can be solved more efficiently. Decomposition methods now work alternately on the master and subordinate problem and iteratively exchange information to solve the original problem to optimality. In Part I we follow a different approach. We treat the integer programming problem as a whole and keep the linking constraints in the formulation. We consider the associated polyhedra and investigate the polyhedral consequences of the involved linking constraints. The variety and complexity of the new inequalities that come into play is illustrated on three different types of real-world problems. The applications arise in the design of electronic circuits, in telecommunication and production planning. We develop a branch-and-cut algorithm for each of these problems, and our computational results show the benefits and limits of the polyhedral approach to solve these real-world models with block structure. Part II of the thesis deals with general mixed integer programming problems, that is integer programs with no apparent structure in the constraint matrix. We will discuss in Chapter 5 the main ingredients of an LP based branch-and-bound algorithm for the solution of general integer programs. Chapter 6 then asks the question whether general integer programs decompose into certain block structures and investigate whether it is possible to recognize such a structure. The remaining two chapters exploit information about the block structure of an integer program. In Chapter 7 we parallelize parts of the dual simplex algorithm, the method that is commonly used for the solution of the underlying linear programs within a branch-and-cut algorithm. In Chapter 8 we try to detect small blocks in the constraint matrix and to derive new cutting planes that strengthen the integer programming formulation. These inequalities may be associated with the intersection of several knapsack problems. We will see that they significantly improve the quality of the general integer programming solver introduced in Chapter 5. T3 - ZIB-Report - SC-99-03 KW - integer programming KW - cutting planes KW - block structure Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3911 ER - TY - GEN A1 - Ascheuer, Norbert A1 - Jünger, Michael A1 - Reinelt, Gerhard T1 - A Branch & Cut Algorithm for the Asymmetric Traveling Salesman Problem with Precedence Constraints N2 - In this paper we consider a variant of the classical ATSP, namely the asymmetric Hamiltonian path problem (or equivalently ATSP) with precedence constraints. In this problem precedences among the nodes are present, stating that a certain node has to precede others in any feasible sequence. This problem occurs as a basic model in scheduling and routing and has a wide range of applications varying from helicopter routing[Timlin89], sequencing in flexible manufacturing [AscheuerEscuderoGroetschelStoer90,AscheuerEscuderoGroetschelStoer93], to stacker crane routing in an automatic storage system[Ascheuer95]. We give an integer programming model and summarize known classes of valid inequalities. We describe in detail the implementation of a branch&-cut algorithm and give computational results on real world instances and benchmark problems from TSPLIB. The results we achieve indicate that our implementation outperforms other implementations found in the literature. Real world instances up to 174 nodes could be solved to optimality within a few minutes of CPU-time. As a side product we obtained a branch&cut-algorithm for the ATSP. All instances in TSPLIB could be solved to optimality in a reasonable amount of computing time. T3 - ZIB-Report - SC-97-70 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3391 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Weismantel, Robert T1 - Discrete Relaxations of Combinatorial Programs N2 - This paper investigates {\em relations\/} among combinatorial optimization problems. To establish such relations we introduce a transformation technique \mbox{---{\em aggregation}---} that allows to relax an integer program by means of another integer program. We prove that various families of prominent inequalities for the acyclic subdigraph problem, the multiple knapsack problem, the max cut, graph, and the clique partitioning problem, the set covering problem, and the set packing problem can be derived and separated in polynomial time in this way. Our technique is algorithmic. It has been implemented and used in a set partitioning code. T3 - ZIB-Report - SC-97-54 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3230 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Weismantel, Robert T1 - Set Packing Relaxations of Some Integer Programs N2 - This paper is about {\em set packing relaxations\/} of combinatorial optimization problems associated with acyclic digraphs and linear orderings, cuts and multicuts, and vertex packings themselves. Families of inequalities that are valid for such a relaxation as well as the associated separation routines carry over to the problems under investigation. T3 - ZIB-Report - SC-97-30 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2998 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Grötschel, Martin A1 - Klostermeier, Fridolin A1 - Küttner, Christian T1 - Telebus Berlin: Vehicle Scheduling in a Dial-a-Ride System N2 - {\em Telebus\/} is Berlin's dial-a-ride system for handicapped people that cannot use the public transportation system. The service is provided by a fleet of about 100 mini-busses and includes aid to get in and out of the vehicle. Telebus has between 1,000 and 1,500 transportation requests per day. The problem arises to schedule these requests into the vehicles such that punctual service is provided while operation costs should be minimum. Additional constraints include pre-rented vehicles, fixed bus driver shift lengths, obligatory breaks, and different vehicle capacities. We use a {\em set partitioning\/} approach for the solution of the bus scheduling problem that consists of two steps. The first {\em clustering\/} step identifies segments of possible bus tours (``orders'') such that more than one person is transported at a time; the aim in this step is to reduce the size of the problem and to make use of larger vehicle capacities. The problem to select a set of orders such that the traveling distance of the vehicles within the orders is minimal is a set partitioning problem that we can solve to optimality. In the second step the selected orders are {\em chained\/} to yield possible bus tours respecting all side constraints. The problem to select a set of such bus tours such that each order is serviced once and the total traveling distance of the vehicles is minimum is again a set partitioning problem that we solve approximately. We have developed a computer system for the solution of the bus scheduling problem that includes a branch-and-cut algorithm for the solution of the set partitioning problems. A version of this system is in operation at Telebus since July 1995. Its use made it possible that Telebus can service today about 30\% more requests per day for the same amount of money than before. T3 - ZIB-Report - SC-97-23 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2925 ER - TY - GEN A1 - Löbel, Andreas T1 - Solving Large-Scale Multiple-Depot Vehicle Scheduling Problems N2 - This paper presents an integer linear programming approach with delayed column generation for the {\em NP} Multiple-Depot Vehicle Scheduling Problem (MDVSP) in public mass transit. We describe in detail all basic ingredients of our approach that are indispensable to solve truly large-scale real-world instances to optimality, and we report on computational investigations that are based on real-world instances from the city of Berlin, the city of Hamburg, and the region around Hamburg. These real-world instances have up to 25 thousand timetabled trips and 70 million dead-head trips. Computational tests using the data of the Hamburger Hochbahn AG indicate savings of several vehicles and a cost reduction of about 10\% compared with the solution provided by HOT II, the vehicle scheduling tool of the HanseCom GmbH, Hamburg. Parts of our algorithms are already integrated in the BERTA system of the Berliner Verkehrsbetriebe (BVG) and will soon be integrated in the MICROBUS system of the Gesellschaft für Informatik, Verkehrs- und Umweltplanung mbH (IVU), Berlin. T3 - ZIB-Report - SC-97-17 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2866 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Ferreira, Carlos E. A1 - Martin, Alexander T1 - Decomposing Matrices into Blocks N2 - In this paper we investigate whether matrices arising from linear or integer programming problems can be decomposed into so-called {\em bordered block diagonal form}. More precisely, given some matrix $A$, we try to assign as many rows as possible to some number of blocks of limited size such that no two rows assigned to different blocks intersect in a common column. Bordered block diagonal form is desirable because it can guide and speed up the solution process for linear and integer programming problems. We show that various matrices from the LP- and MIP-libraries NETLIB and MITLIB can indeed be decomposed into this form by computing optimal decompositions or decompositions with proven quality. These computations are done with a branch-and-cut algorithm based on polyhedral investigations of the matrix decomposition problem. In practice, however, one would use heuristics to find a good decomposition. We present several heuristic ideas and test their performance. Finally, we investigate the usefulness of optimal matrix decompositions into bordered block diagonal form for integer programming by using such decompositions to guide the branching process in a branch-and-cut code for general mixed integer programs. T3 - ZIB-Report - SC-97-15 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2849 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Grötschel, Martin A1 - Klostermeier, Fridolin A1 - Küttner, Christian T1 - Optimierung des Berliner Behindertenfahrdienstes N2 - In diesem Artikel geben wir einen Überblick über das Telebus-Projekt am Konrad-Zuse-Zentrum, Berlin, durch das der Behindertenfahrdienst in Berlin reorganisiert und optimiert wurde. Wir berichten kurz über die mathematischen Probleme und, etwas ausführlicher, über die nicht-mathematischen Schwierigkeiten, die bei der Durchführung dieses Projektes auftraten. T3 - ZIB-Report - SC-97-10 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2799 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Grötschel, Martin A1 - Löbel, Andreas T1 - Alcuin's Transportation Problems and Integer Programming N2 - The need to solve {\it transportation problems\/} was and still is one of the driving forces behind the development of the mathematical disciplines of graph theory, optimization, and operations research. Transportation problems seem to occur for the first time in the literature in the form of the four ''River Crossing Problems'' in the book Propositiones ad acuendos iuvenes. The {\it Propositiones\/} ---the oldest collection of mathematical problems written in Latin--- date back to the $8$th century A.D. and are attributed to Alcuin of York, one of the leading scholars of his time, a royal advisor to Charlemagne at his Frankish court. Alcuin's river crossing problems had no impact on the development of mathematics. However, they already display all the characteristics of today's large-scale real transportation problems. From our point of view, they could have been the starting point of combinatorics, optimization, and operations research. We show the potential of Alcuin's problems in this respect by investigating his problem~18 about a wolf, a goat and a bunch of cabbages with current mathematical methods. This way, we also provide the reader with a leisurely introduction into the modern theory of integer programming. T3 - ZIB-Report - SC-95-27 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1932 ER - TY - THES A1 - Schultz, Rüdiger T1 - Structure and Stability in Two-Stage Stochastic Programming N2 - {\begin{footnotesize} This thesis is concerned with structural properties and the stability behaviour of two-stage stochastic programs. Chapter~1 gives an introduction into stochastic programming and a summary of the main results of the thesis. In Chapter~2 we present easily verifiable sufficient conditions for the strong convexity of the expected-recourse function in a stochastic program with linear complete recourse. Different levels of randomness in the data are considered. We start with models where only the right-hand side of the constraints is random and extend these results to the situation where also the technology matrix contains random entries. The statements on strong convexity imply new stability estimates for sets of optimal solutions when perturbing the underlying probability measure. We work out Hölder estimates (in terms of the $\mbox{L}_1$-Wasserstein distance) for optimal solution sets to linear recourse models with random technology matrix. In Chapter~3 ({\it joint work with Werner Römisch, Berlin}) we are aiming at the Lipschitz stability of optimal solution sets to linear recourse models with random right-hand side. To this end , we first adapt the distance notion for the underlying probability measures to the structure of the model and derive a Lipschitz estimate for optimal solutions based on that distance. Here, the strong convexity established in Chapter~2 turns out as an essential assumption. For applications, however, a Lipschitz estimate with respect to a more accesssible probability distance is desirable. Structural properties of the expected-recourse function finally permit such an estimate in terms of the Kolmogorov-Smirnov distance of linear transforms of the underlying measures. The general analysis is specified to estimation via empirical measures. We obtain a law of iterated logarithm, a large deviation estimate and an estimate for the asymptotic distribution of optimal solution sets. Chapters~4 and~5 deal with two-stage linear stochastic programs where integrality constraints occur in the second stage. In Chapter~4 we study basic continuity properties of the expected-recourse function for models with random right-hand side and random technology matrix. The joint continuity with respect to the decision variable and the underlying probability measure leads to qualitative statements on the stability of local optimal values and local optimal solutions. In Chapter~5 we demonstrate that a variational distance of probability measures based on a suitable Vapnik-\v{C}ervonenkis class of Borel sets leads to convergence rates of the Hölder type for the expected recourse as a function of the underlying probability measure. The rates carry over to the convergence of local optimal values. As an application we again consider estimation via empirical measures. Beside qualitative asymptotic results for optimal values and optimal solutions we obtain a law of iterated logarithm for optimal values. \end{footnotesize}} T3 - ZIB-Report - SC-95-15 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1819 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Grötschel, Martin A1 - Klostermeier, Fridolin A1 - Küttner, Christian T1 - Telebus-Disposition: Ein Konzept zur Serviceverbesserung bei gleichzeitiger Kostensenkung.[nur hausintern] N2 - "`Telebus"' ist der soziale Behindertenfahrdienst im Land Berlin. Das Telebus-Forschungsprojekt des Konrad-Zuse-Zentrums für Informationstechnik (ZIB) hat das Ziel, den Fahrdienst (insbesondere die Disposition der Telebusse) zu verbessern, d.h. kundenfreundlicher zu gestalten und gleichzeitig billiger zu machen. In diesem Bericht werden die bisherigen Ergebnisse dargestellt und weitere Möglichkeiten zur Verbesserung des Service und zur Reduzierung der Kosten skizziert. \originalTeX T3 - ZIB-Report - TR-93-03 Y1 - 1993 N1 - Volltext nur Hausintern ER - TY - GEN A1 - Witzig, Jakob A1 - Beckenbach, Isabel A1 - Eifler, Leon A1 - Fackeldey, Konstantin A1 - Gleixner, Ambros A1 - Grever, Andreas A1 - Weber, Marcus T1 - Mixed-Integer Programming for Cycle Detection in Non-reversible Markov Processes N2 - In this paper, we present a new, optimization-based method to exhibit cyclic behavior in non-reversible stochastic processes. While our method is general, it is strongly motivated by discrete simulations of ordinary differential equations representing non-reversible biological processes, in particular molecular simulations. Here, the discrete time steps of the simulation are often very small compared to the time scale of interest, i.e., of the whole process. In this setting, the detection of a global cyclic behavior of the process becomes difficult because transitions between individual states may appear almost reversible on the small time scale of the simulation. We address this difficulty using a mixed-integer programming model that allows us to compute a cycle of clusters with maximum net flow, i.e., large forward and small backward probability. For a synthetic genetic regulatory network consisting of a ring-oscillator with three genes, we show that this approach can detect the most productive overall cycle, outperforming classical spectral analysis methods. Our method applies to general non-equilibrium steady state systems such as catalytic reactions, for which the objective value computes the effectiveness of the catalyst. T3 - ZIB-Report - 16-39 KW - Non-reversible Markov Processes KW - NESS KW - Mixed-Integer Programming KW - Markov State Models Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-60353 SN - 1438-0064 ER - TY - GEN A1 - Büsing, Christina A1 - D'Andreagiovanni, Fabio T1 - A new theoretical framework for Robust Optimization under multi-band uncertainty N2 - We provide an overview of our main results about studying Linear Programming Problems whose coefficient matrix is subject to uncertainty and the uncertainty is modeled through a multi-band set. Such an uncertainty set generalizes the classical one proposed by Bertsimas and Sim and is particularly suitable in the common case of arbitrary non-symmetric distributions of the parameters. Our investigations were inspired by practical needs of our industrial partner in ongoing projects with focus on the design of robust telecommunications networks. T3 - ZIB-Report - 13-61 KW - Robust Optimization, Uncertainty Set, Multiband Robustness, Network Design Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42644 UR - http://www.springer.com/business+%26+management/operations+research/book/978-3-319-00794-6 SN - 1438-0064 ER - TY - GEN A1 - Bley, Andreas A1 - D'Andreagiovanni, Fabio A1 - Karch, Daniel T1 - Scheduling technology migration in WDM Networks N2 - The rapid technological evolution of telecommunication networks demands service providers to regularly update their technology, with the aim of remaining competitive in the marketplace. However, upgrading the technology in a network is not a trivial task. New hardware components need to be installed in the network and during the installation network connectivity may be temporarily compromised. The Wavelength Division Multiplexing (WDM) technology, whose upgrade is considered in here, shares fiber links among several optical connections and tearing down a single link may disrupt several optical connections at once. When the upgrades involve large parts of a network, typically not all links can be upgraded in parallel, which may lead to an unavoidable longer disruption of some connections. A bad scheduling of the overall endeavor, however, can dramatically increase the disconnection time of parts of the networks, causing extended service disruption. In this contribution, we study the problem of finding a schedule of the fiber link upgrades that minimizes the total service disruption time. To the best of our knowledge, this problem has not yet been formalized and investigated. The aim of our work is to close this gap by presenting a mathematical optimization model for the problem and an innovative solution algorithm that tackles the intrinsic difficulties of the problem. Computational experience on realistic instances completes our study. Our original investigations have been driven by real needs of DFN, operator of the German National Research and Education Network and our partner in the BMBF research project ROBUKOM (http://www.robukom.de/). T3 - ZIB-Report - 13-62 KW - Scheduling, Extended Formulations, Network Migration, WDM Networks Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42654 UR - http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6507677&isnumber=6507670 SN - 1438-0064 ER - TY - GEN A1 - Zakrzewska, Anna A1 - D'Andreagiovanni, Fabio A1 - Ruepp, Sarah A1 - Berger, Michael S. T1 - Biobjective Optimization of Radio Access Technology Selection and Resource Allocation in Heterogeneous Wireless Networks N2 - We propose a novel optimization model for resource assignment in heterogeneous wireless network. The model adopts two objective functions maximizing the number of served users and the minimum granted utility at once. A distinctive feature of our new model is to consider two consecutive time slots, in order to include handover as an additional decision dimension. Furthermore, the solution algorithm that we propose refines a heuristic solution approach recently proposed in literature, by considering a real joint optimization of the considered resources. The simulation study shows that the new model leads to a significant reduction in handover frequency, when compared to a traditional scheme based on maximum SNR. T3 - ZIB-Report - 13-63 KW - Heterogeneous Wireless Networks, Biobjective Optimization, Mixed Integer Linear Programming, Simulation Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42675 UR - http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6576416&isnumber=6576384 SN - 1438-0064 ER - TY - GEN A1 - Blanco, Marco A1 - Schlechte, Thomas T1 - Analysis of Micro-Macro Transformations of Railway Networks N2 - A common technique in the solution of large or complex optimization problems is the use of micro-macro transformations. In this paper, we carry out a theoretical analysis of such transformations for the track allocation problem in railway networks. We prove that the cumulative rounding technique of Schlechte et al. satisfies two of three natural optimality criteria and that this performance cannot be improved. We also show that under extreme circumstances, this technique can perform inconvieniently by underestimating the global optimal value. T3 - ZIB-Report - 13-65 Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42710 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Hoang, Nam-Dung A1 - Karbstein, Marika A1 - Koch, Thorsten A1 - Martin, Alexander T1 - How Many Steiner Terminals Can You Connect in 20 Years? N2 - Steiner trees are constructed to connect a set of terminal nodes in a graph. This basic version of the Steiner tree problem is idealized, but it can effectively guide the search for successful approaches to many relevant variants, from both a theoretical and a computational point of view. This article illustrates the theoretical and algorithmic progress on Steiner tree type problems on two examples, the Steiner connectivity and the Steiner tree packing problem. T3 - ZIB-Report - 13-57 KW - Steiner tree KW - Steiner connectivity KW - Steiner tree packing Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42524 SN - 1438-0064 ER - TY - GEN A1 - Bauschert, Thomas A1 - Büsing, Christina A1 - D'Andreagiovanni, Fabio A1 - Koster, Arie M.C.A. A1 - Kutschka, Manuel A1 - Steglich, Uwe T1 - Network Planning under Demand Uncertainty with Robust Optimization N2 - The planning of a communication network is inevitably depending on the quality of both the planning tool and the demand forecast used. In this article, we show exemplarily how the emerging area of Robust Optimization can advance the network planning by a more accurate mathematical description of the demand uncertainty. After a general introduction of the concept and its application to a basic network design problem, we present two applications: multi-layer and mixed-line-rate network design. We conclude with a discussion of extensions of the robustness concept to increase the accuracy of handling uncertainties. T3 - ZIB-Report - 13-59 KW - Network Design, Demand Uncertainty, Robust Optimization, Telecommunications Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42557 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Mehrgardt, Julika A1 - Reuther, Markus A1 - Schlechte, Thomas A1 - Waas, Kerstin T1 - Re-optimization of Rolling Stock Rotations N2 - The Rolling Stock Rotation Problem is to schedule rail vehicles in order to cover timetabled trips by a cost optimal set of vehicle rotations. The problem integrates several facets of railway optimization, i.e., vehicle composition, maintenance constraints, and regularity aspects. In industrial applications existing schedules often have to be re-optimized to integrate timetable changes or construction sites. We present an integrated modeling and algorithmic approach for this task as well as computational results for industrial problem instances of DB Fernverkehr AG. T3 - ZIB-Report - 13-60 Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42569 SN - 1438-0064 ER - TY - GEN A1 - Berthold, Timo T1 - Primal MINLP Heuristics in a nutshell N2 - Primal heuristics are an important component of state-of-the-art codes for mixed integer nonlinear programming (MINLP). In this article we give a compact overview of primal heuristics for MINLP that have been suggested in the literature of recent years. We sketch the fundamental concepts of different classes of heuristics and discuss specific implementations. A brief computational experiment shows that primal heuristics play a key role in achieving feasibility and finding good primal bounds within a global MINLP solver. T3 - ZIB-Report - 13-42 KW - Primal Heuristic KW - MINLP KW - Mixed Integer Nonlinear Programming KW - Feasibility Pump KW - Large Neighborhood Search Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42170 SN - 1438-0064 ER - TY - GEN A1 - Heismann, Olga A1 - Hildenbrandt, Achim A1 - Silvestri, Francesco A1 - Reinelt, Gerhard A1 - Borndörfer, Ralf T1 - HUHFA: A Framework for Facet Classification N2 - Usually complete linear descriptions of polytopes consist of an enormous number of facet-defining inequalities already for very small problem sizes. In this paper, we describe a method for dividing the inequalities into equivalence classes without resorting to a normal form. Within each class, facets are related by certain symmetries and it is sufficient to list one representative of each class to give a complete picture of the structural properties of a polytope. We propose an algorithm for the classification and illustrate its efficiency on a broad range of combinatorial optimization problems including the Traveling Salesman and the Linear Ordering Problem. T3 - ZIB-Report - 13-45 KW - facet classification KW - symmetry KW - polyhedral structure Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42230 SN - 1438-0064 ER - TY - GEN A1 - Sagnol, Guillaume A1 - Harman, Radoslav T1 - Computing exact D-optimal designs by mixed integer second order cone programming N2 - Let the design of an experiment be represented by an $s$-dimensional vector $\vec{w}$ of weights with non-negative components. Let the quality of $\vec{w}$ for the estimation of the parameters of the statistical model be measured by the criterion of $D$-optimality defined as the $m$-th root of the determinant of the information matrix $M(\vec{w})=\sum_{i=1}^s w_iA_iA_i^T$, where $A_i$, $i=1,...,s$, are known matrices with $m$ rows. In the paper, we show that the criterion of $D$-optimality is second-order cone representable. As a result, the method of second order cone programming can be used to compute an approximate $D$-optimal design with any system of linear constraints on the vector of weights. More importantly, the proposed characterization allows us to compute an \emph{exact} $D$-optimal design, which is possible thanks to high-quality branch-and-cut solvers specialized to solve mixed integer second order cone problems. We prove that some other widely used criteria are also second order cone representable, for instance the criteria of $A$-, and $G$-optimality, as well as the criteria of $D_K$- and $A_K$-optimality, which are extensions of $D$-, and $A$-optimality used in the case when only a specific system of linear combinations of parameters is of interest. We present several numerical examples demonstrating the efficiency and universality of the proposed method. We show that in many cases the mixed integer second order cone programming approach allows us to find a provably optimal exact design, while the standard heuristics systematically miss the optimum. T3 - ZIB-Report - 13-39 KW - Optimal Design of Experiments KW - D-optimality KW - SOCP Representability KW - Exact Designs Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-41932 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Karbstein, Marika T1 - A Primal-Dual Approximation Algorithm for the Steiner Connectivity Problem N2 - We extend the primal-dual approximation technique of Goemans and Williamson to the Steiner connectivity problem, a kind of Steiner tree problem in hypergraphs. This yields a (k+1)-approximation algorithm for the case that k is the minimum of the maximal number of nodes in a hyperedge minus 1 and the maximal number of terminal nodes in a hyperedge. These results require the proof of a degree property for terminal nodes in hypergraphs which generalizes the well-known graph property that the average degree of terminal nodes in Steiner trees is at most 2. T3 - ZIB-Report - 13-54 KW - Primal-Dual Approximation KW - Steiner Connectivity Problem KW - Degree Property KW - Hypergraph Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42430 SN - 1438-0064 ER - TY - GEN A1 - Shinano, Yuji A1 - Heinz, Stefan A1 - Vigerske, Stefan A1 - Winkler, Michael T1 - FiberSCIP - A shared memory parallelization of SCIP N2 - Recently, parallel computing environments have become significantly popular. In order to obtain the benefit of using parallel computing environments, we have to deploy our programs for these effectively. This paper focuses on a parallelization of SCIP (Solving Constraint Integer Programs), which is a MIP solver and constraint integer programming framework available in source code. There is a parallel extension of SCIP named ParaSCIP, which parallelizes SCIP on massively parallel distributed memory computing environments. This paper describes FiberSCIP, which is yet another parallel extension of SCIP to utilize multi-threaded parallel computation on shared memory computing environments, and has the following contributions: First, the basic concept of having two parallel extensions and the relationship between them and the parallelization framework provided by UG (Ubiquity Generator) is presented, including an implementation of deterministic parallelization. Second, the difficulties to achieve a good performance that utilizes all resources on an actual computing environment and the difficulties of performance evaluation of the parallel solvers are discussed. Third, a way to evaluate the performance of new algorithms and parameter settings of the parallel extensions is presented. Finally, current performance of FiberSCIP for solving mixed-integer linear programs (MIPs) and mixed-integer non-linear programs (MINLPs) in parallel is demonstrated. T3 - ZIB-Report - 13-55 KW - parallel KW - branch-and-bound KW - deterministic parallelism KW - constraint integer programming KW - mixed integer programming KW - mixed integer nonlinear programming KW - SCIP KW - MIP KW - MINLP Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42595 SN - 1438-0064 ER - TY - GEN A1 - Shinano, Yuji A1 - Achterberg, Tobias A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Koch, Thorsten A1 - Winkler, Michael T1 - Solving hard MIPLIB2003 problems with ParaSCIP on Supercomputers: An update N2 - Contemporary supercomputers can easily provide years of CPU time per wall-clock hour. One challenge of today's software development is how to harness this wast computing power in order to solve really hard mixed integer programming instances. In 2010, two out of six open MIPLIB2003 instances could be solved by ParaSCIP in more than ten consecutive runs, restarting from checkpointing files. The contribution of this paper is threefold: For the first time, we present computational results of single runs for those two instances. Secondly, we provide new improved upper and lower bounds for all of the remaining four open MIPLIB2003 instances. Finally, we explain which new developments led to these results and discuss the current progress of ParaSCIP. Experiments were conducted on HLRNII, on HLRN III, and on the Titan supercomputer, using up to 35,200 cores. T3 - ZIB-Report - 13-66 KW - Mixed Integer Programming KW - MIPLIB2003 KW - ParaSCIP KW - Ubiquity Generator Framework KW - Supercomputer Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42888 SN - 1438-0064 ER - TY - GEN A1 - Gamrath, Gerald A1 - Koch, Thorsten A1 - Martin, Alexander A1 - Miltenberger, Matthias A1 - Weninger, Dieter T1 - Progress in Presolving for Mixed Integer Programming N2 - Presolving attempts to eliminate redundant information from the problem formulation and simultaneously tries to strengthen the formulation. It can be very effective and is often essential for solving instances. Especially for mixed integer programming problems, fast and effective presolving algorithms are very important. In this paper, we report on three new presolving techniques. The first method searches for singleton continuous columns and tries to fix the corresponding variables. Then we present a presolving technique which exploits a partial order of the variables to induce fixings. Finally, we show an approach based on connected components in graphs. Our computational results confirm the profitable use of the algorithms in practice. T3 - ZIB-Report - 13-48 KW - mixed-integer programming KW - presolving KW - preprocessing Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42530 SN - 1438-0064 ER - TY - GEN A1 - Gamrath, Gerald T1 - Improving strong branching by domain propagation N2 - One of the essential components of a branch-and-bound based mixed-integer linear programming (MIP) solver is the branching rule. Strong branching is a method used by many state-of-the-art branching rules to select the variable to branch on. It precomputes the dual bounds of potential child nodes by solving auxiliary linear programs (LPs) and thereby helps to take good branching decisions that lead to a small search tree. In this paper, we describe how these dual bound predictions can be improved by including domain propagation into strong branching. Domain propagation is a technique usually used at every node of the branch-and-bound tree to tighten the local domains of variables. Computational experiments on standard MIP instances indicate that our improved strong branching method significantly improves the quality of the predictions and causes almost no additional effort. For a full strong branching rule, we are able to obtain substantial reductions of the branch-and-bound tree size as well as the solving time. Moreover, also the state-of-the-art hybrid branching rule can be improved this way. This paper extends previous work by the author published in the proceedings of the CPAIOR 2013. T3 - ZIB-Report - 13-47 KW - mixed-integer programming KW - branch-and-bound KW - branching rule KW - variable selection KW - strong branching KW - domain propagation Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42546 SN - 1438-0064 ER - TY - GEN A1 - Fügenschuh, Armin A1 - Grösser, Stefan N. A1 - Vierhaus, Ingmar T1 - A Global Approach to the Control of an Industry Structure System Dynamics Model N2 - We consider a system dynamics model that describes the effect of human activity on natural resources. The central stocks are the accumulated profit, the industry structures, and the water resources. The model can be controlled through two time-dependent parameters. The goal in this paper is to find a parameter setting that leads to a maximization of a performance index, which reflects both environmental and economic aspects. Thus, the goal is to identify the most sustainable stock of industry structures within the model's constraints and assumptions. In order to find a proven global optimal parameter set, we formulate the System Dynamics Optimization model as a mixed-integer nonlinear problem that is accessible for numerical solvers. Due to the dynamic structure of the model, certain steps of the solution process must be handled with greater care, compared to standard non-dynamic problems. We describe our approach of solving the industry structure model and present computational results. In addition, we discuss the limitations of the approach and next steps. T3 - ZIB-Report - 13-67 KW - System Dynamics; Mixed-Integer Nonlinear Optimization Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42932 SN - 1438-0064 ER -